RATS for UNIX 7.10. Run on Jul 15 2015
(c) 1992-2007 Thomas A. Doan. All rights reserved

Linear Regression - Estimation by Least Squares
HAC Standard Errors with Newey-West/Bartlett Window and 4 Lags
Dependent Variable HC_REVGAPSQ
Quarterly Data From 1966:01 To 2006:04
Usable Observations    164      Degrees of Freedom   162
Centered R**2     0.023397      R Bar **2   0.017369
Uncentered R**2   0.426029      T x R**2      69.869
Mean of Dependent Variable      0.6308469832
Std Error of Dependent Variable 0.7555143718
Standard Error of Estimate      0.7489244145
Sum of Squared Residuals        90.863820143
Log Likelihood                    -184.28455
Durbin-Watson Statistic             0.579365

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  0.691947321  0.109719471      6.30651  0.00000000
2.  DUM98Q1                  -0.278345983  0.236447497     -1.17720  0.23911571

Difference in means =       -0.27835

Statistics on Series T_OVN_RMSE
Quarterly Data From 1947:01 To 3196:04
Observations               5000
Sample Mean           -0.150456      Variance            1.937355
Standard Error         1.391889      of Sample Mean      0.019684
t-Statistic (Mean=0)  -7.643472      Signif Level        0.000000
Skewness              -0.746239      Signif Level (Sk=0) 0.000000
Kurtosis (excess)      0.696050      Signif Level (Ku=0) 0.000000
Jarque-Bera          564.994457      Signif Level (JB=0) 0.000000

Minimum               -7.713515      Maximum             4.186083
01-%ile               -4.019030      99-%ile             2.420500
05-%ile               -2.872445      95-%ile             1.773742
10-%ile               -2.136465      90-%ile             1.399767
25-%ile               -0.880877      75-%ile             0.816058
Median                 0.064227

